The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims

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    Author
    DICKSON, D.; HUGHES, B.; ZHANG, L.
    Date
    2005
    Source Title
    Scandinavian Actuarial Journal
    University of Melbourne Author/s
    Dickson, David; Hughes, Barry
    Affiliation
    Mathematics and Statistics
    Metadata
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    Document Type
    Journal Article
    Access Status
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/29538
    Keywords
    Banking; Finance and Investment

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